| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.307597 | -2.3826 | 0.010187 |
| 2 | -0.082421 | -0.6384 | 0.262811 |
| 3 | -0.119723 | -0.9274 | 0.178724 |
| 4 | 0.201363 | 1.5598 | 0.062039 |
| 5 | 0.115955 | 0.8982 | 0.186339 |
| 6 | -0.109561 | -0.8487 | 0.199723 |
| 7 | 0.011585 | 0.0897 | 0.464396 |
| 8 | -0.073822 | -0.5718 | 0.284788 |
| 9 | 0.224113 | 1.736 | 0.043851 |
| 10 | -0.196232 | -1.52 | 0.066881 |
| 11 | 0.070736 | 0.5479 | 0.292891 |
| 12 | -0.007456 | -0.0578 | 0.477067 |
| 13 | 0.025596 | 0.1983 | 0.421753 |
| 14 | -0.169252 | -1.311 | 0.097423 |
| 15 | 0.077871 | 0.6032 | 0.274328 |
| 16 | 0.135879 | 1.0525 | 0.148392 |
| 17 | -0.273041 | -2.115 | 0.019298 |
| 18 | 0.110283 | 0.8542 | 0.198183 |
| 19 | -0.110122 | -0.853 | 0.198525 |
| 20 | 0.079575 | 0.6164 | 0.269986 |
| 21 | -0.115274 | -0.8929 | 0.187738 |
| 22 | 0.065705 | 0.5089 | 0.306329 |
| 23 | -0.073822 | -0.5718 | 0.284788 |
| 24 | -0.082862 | -0.6418 | 0.261708 |
| 25 | 0.061736 | 0.4782 | 0.317122 |
| 26 | -0.055242 | -0.4279 | 0.335128 |
| 27 | 0.084245 | 0.6526 | 0.258266 |
| 28 | -0.023412 | -0.1813 | 0.428354 |
| 29 | -0.113029 | -0.8755 | 0.192392 |
| 30 | 0.017438 | 0.1351 | 0.446502 |
| 31 | 0.165945 | 1.2854 | 0.101795 |
| 32 | -0.117599 | -0.9109 | 0.182992 |
| 33 | 0.03181 | 0.2464 | 0.403107 |
| 34 | 0.058549 | 0.4535 | 0.325906 |
| 35 | -0.004309 | -0.0334 | 0.486741 |
| 36 | -0.053638 | -0.4155 | 0.339637 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.307597 | -2.3826 | 0.010187 |
| 2 | -0.195538 | -1.5146 | 0.067558 |
| 3 | -0.241374 | -1.8697 | 0.033205 |
| 4 | 0.065859 | 0.5101 | 0.305912 |
| 5 | 0.204694 | 1.5856 | 0.059049 |
| 6 | 0.049771 | 0.3855 | 0.350606 |
| 7 | 0.096435 | 0.747 | 0.228996 |
| 8 | -0.058372 | -0.4521 | 0.326397 |
| 9 | 0.138912 | 1.076 | 0.143116 |
| 10 | -0.122761 | -0.9509 | 0.172734 |
| 11 | -0.00214 | -0.0166 | 0.493414 |
| 12 | 0.029776 | 0.2306 | 0.409188 |
| 13 | -0.026484 | -0.2051 | 0.419078 |
| 14 | -0.214037 | -1.6579 | 0.051276 |
| 15 | -0.01236 | -0.0957 | 0.462023 |
| 16 | 0.107017 | 0.829 | 0.205209 |
| 17 | -0.249447 | -1.9322 | 0.02903 |
| 18 | 0.01229 | 0.0952 | 0.462239 |
| 19 | -0.038533 | -0.2985 | 0.383186 |
| 20 | -0.133049 | -1.0306 | 0.153433 |
| 21 | -0.122597 | -0.9496 | 0.173054 |
| 22 | 0.066475 | 0.5149 | 0.304252 |
| 23 | -0.023619 | -0.183 | 0.427726 |
| 24 | -0.219641 | -1.7013 | 0.047029 |
| 25 | -0.02224 | -0.1723 | 0.431902 |
| 26 | 0.05701 | 0.4416 | 0.330184 |
| 27 | -0.087458 | -0.6775 | 0.250362 |
| 28 | 0.087808 | 0.6802 | 0.24951 |
| 29 | -0.020696 | -0.1603 | 0.436586 |
| 30 | -0.021353 | -0.1654 | 0.434592 |
| 31 | 0.009458 | 0.0733 | 0.470921 |
| 32 | -0.031437 | -0.2435 | 0.404222 |
| 33 | 0.124104 | 0.9613 | 0.170129 |
| 34 | 0.027834 | 0.2156 | 0.415016 |
| 35 | 0.01974 | 0.1529 | 0.439493 |
| 36 | -0.068256 | -0.5287 | 0.29948 |
